+80.5%
TSEM vs MRSH
+20.0%
+60.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +3.3% | -12.1% | -4.1% |
| 7D | -23.1% | +9.4% | -32.5% | -12.0% |
| 30D | -40.4% | +23.4% | -63.8% | -19.2% |
| 3M | -37.9% | +9.9% | -47.8% | -26.9% |
| 6M | -30.8% | +26.0% | -56.8% | +1.8% |
| YTD | +26.7% | +15.2% | +11.5% | +76.3% |
| 1Y | +80.5% | +18.4% | +62.1% | +160.3% |
| All | +80.5% | +20.0% | +60.5% | +160.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MRSH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling